+800.4%
PRU vs TD
+2,344.5%
-1,544.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | +0.5% |
| 7D | +1.9% | +0.3% | +1.5% | +1.5% |
| 30D | +2.7% | +0.4% | +2.3% | +2.1% |
| 3M | +19.5% | +7.6% | +11.8% | +9.8% |
| 6M | +26.6% | +25.0% | +1.6% | -0.8% |
| YTD | +12.3% | +31.0% | -18.7% | -16.5% |
| 1Y | +18.0% | +65.2% | -47.1% | -31.5% |
| 3Y | +47.0% | +122.5% | -75.5% | -39.9% |
| 5Y | +48.4% | +124.8% | -76.4% | -41.2% |
| 10Y | +142.4% | +298.2% | -155.8% | -46.1% |
| All | +800.4% | +2,344.5% | -1,544.1% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling